Anic Equity¶

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Total return since start: 0.579 %¶

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Equity now: -----------------------------> 48219.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46523.28 Kr¶

PnL: ---------------------------------------> 166.28 Kr¶

DD now: ---------------------------------> -9.225 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 13:06:18.719099'

Anic Portfolio¶

Today¶

Return: 0.256 %¶

This Week¶

Return: -0.027 %¶

Total portfolio value¶

Return including deposits: 57.86 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -1.110000 5858.690000 145.690000 2.550000 5713.000530
Investor B 27 0.440000 5791.500000 100.500000 1.770000 5691.000006
Vitec Software Group B 2 1.370000 1182.000000 95.000000 8.740000 1087.000000
Lindab International 35 0.810000 5645.500000 52.500000 0.940000 5593.000000
Tethys Oil 109 1.460000 5892.540000 -18.460000 -0.310000 5911.000022
NP3 Fastigheter 32 0.800000 5664.000000 -33.000000 -0.580000 5697.000000
Volvo B 25 0.530000 5696.250000 -46.750000 -0.810000 5743.000000
Volvo A 24 0.170000 5596.800000 -62.200000 -1.100000 5659.000008
AQ Group 12 -0.920000 5196.000000 -67.000000 -1.270000 5262.999996
TOTAL 46523.280000 166.280000 -9.22518% 46357.000562

Updated:¶

'2023-08-10 13:06:35.569077'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶